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lgspline: Lagrangian Multiplier Smoothing Splines for Smooth Function Estimation

Implements Lagrangian multiplier smoothing splines for flexible nonparametric regression and function estimation. Provides tools for fitting, prediction, and inference using a constrained optimization approach to enforce smoothness. Supports generalized linear models, Weibull accelerated failure time (AFT) models, quadratic programming constraints, and customizable working-correlation structures, with options for parallel fitting. The core spline construction builds on Ezhov et al. (2018) <doi:10.1515/jag-2017-0029>. Quadratic-programming and SQP details follow Goldfarb & Idnani (1983) <doi:10.1007/BF02591962> and Nocedal & Wright (2006) <doi:10.1007/978-0-387-40065-5>. For smoothing spline and penalized spline background, see Wahba (1990) <doi:10.1137/1.9781611970128> and Wood (2017) <doi:10.1201/9781315370279>. For variance-component and correlation-parameter estimation, see Searle et al. (2006) <ISBN:978-0470009598>. The default multivariate partitioning step uses k-means clustering as in MacQueen (1967).

Version: 1.0.1
Depends: R (≥ 3.5.0)
Imports: Rcpp (≥ 1.0.7), RcppArmadillo, FNN, RColorBrewer, plotly, quadprog, methods, stats
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat (≥ 3.0.0), spelling, knitr, rmarkdown, parallel, survival, MASS, graphics
Published: 2026-03-15
DOI: 10.32614/CRAN.package.lgspline
Author: Matthew Davis ORCID iD [aut, cre]
Maintainer: Matthew Davis <matthewlouisdavis at gmail.com>
BugReports: https://github.com/matthewlouisdavisBioStat/lgspline/issues
License: MIT + file LICENSE
URL: https://github.com/matthewlouisdavisBioStat/lgspline
NeedsCompilation: yes
Language: en-US
Materials: README, NEWS
CRAN checks: lgspline results

Documentation:

Reference manual: lgspline.html , lgspline.pdf

Downloads:

Package source: lgspline_1.0.1.tar.gz
Windows binaries: r-devel: lgspline_0.3.0.zip, r-release: lgspline_0.3.0.zip, r-oldrel: lgspline_0.3.0.zip
macOS binaries: r-release (arm64): lgspline_0.3.0.tgz, r-oldrel (arm64): lgspline_1.0.1.tgz, r-release (x86_64): lgspline_0.3.0.tgz, r-oldrel (x86_64): lgspline_0.3.0.tgz
Old sources: lgspline archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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